+74.2%
ZTS vs MTSI
+448.7%
-374.5%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +10.8% | -14.1% | -4.5% |
| 7D | -0.4% | -10.0% | +9.6% | +0.5% |
| 30D | +11.7% | -37.2% | +48.9% | +16.7% |
| 3M | +3.5% | -30.1% | +33.5% | +6.1% |
| 6M | -27.6% | -31.9% | +4.3% | -26.8% |
| YTD | -35.5% | +23.2% | -58.6% | -40.6% |
| 1Y | -32.1% | +26.4% | -58.5% | -37.9% |
| 3Y | -49.1% | +186.2% | -235.2% | -60.2% |
| 5Y | -61.0% | +187.0% | -248.1% | -70.1% |
| All | +74.2% | +448.7% | -374.5% | +4.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MTSI.
Daily Out/Under-Performance
Portfolio return minus MTSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTSI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded MTSI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling